I thought Rorshach's voice sounded perfect. It's exactly the type of voice I imagined while reading the comic.
Jon's voice I expected to be deeper and more ominous though.
The ironic thing is that, to me, I expected Rorshach's voice to actually be vaguely high-pitched and whiney, an exaggerated version of what Doctor Manhattan sounds like, whilst I expected Doctor Manhattan to sound incredibly deep.
That was my expectation, too.